def test_reduce_lambda(self):
N, d = 100, 5
lam = 11
lam_new = 10
rng = check_random_state(self.seed)
X_data = rng.randn(N, d)
L_data = example_eval_L_polynomial(X_data)
rls_exact = la.solve(L_data + lam * np.eye(N), L_data).diagonal()
dict_approx = self.__create_lambda_acc_dictionary(X_data, example_eval_L_polynomial, lam, rng)
rls_estimates = estimate_rls_bless(dict_approx, X_data, example_eval_L_polynomial, lam)
np.testing.assert_allclose(rls_estimates,
rls_exact,
rtol=0.5)
dict_reduced = reduce_lambda(X_data, example_eval_L_polynomial, dict_approx, lam_new, rng)
rls_estimates_reduced = estimate_rls_bless(dict_reduced, X_data, example_eval_L_polynomial, lam_new)
rls_exact_reduced = la.solve(L_data + lam_new * np.eye(N), L_data).diagonal()
np.testing.assert_allclose(rls_estimates_reduced,
rls_exact_reduced,
rtol=0.5)
self.assertTrue(len(dict_reduced.idx) <= len(dict_approx.idx))
def test_estimate_rls_bless(self):
N, d = 100, 5
lam = 11
lam_new = 10
rng = check_random_state(self.seed)
X_data = rng.randn(N, d)
L_data = example_eval_L_polynomial(X_data)
rls_exact = la.solve(L_data + lam_new * np.eye(N), L_data).diagonal()
dict_exact = self.__create_lambda_acc_dictionary(
X_data, example_eval_L_polynomial, 0.0, rng)
dict_approx = self.__create_lambda_acc_dictionary(
X_data, example_eval_L_polynomial, lam, rng)
rls_estimates_exact = estimate_rls_bless(dict_exact, X_data,
example_eval_L_polynomial,
lam_new)
rls_estimates_approx = estimate_rls_bless(dict_approx, X_data,
example_eval_L_polynomial,
lam_new)
np.testing.assert_almost_equal(rls_estimates_exact, rls_exact)
np.testing.assert_allclose(rls_estimates_approx,
rls_exact,
rtol=1 / 2.)
def test_bless(self):
N, d = 100, 5
lam = 11
rng = check_random_state(self.seed)
X_data = rng.randn(N, d)
L_data = example_eval_L_polynomial(X_data)
rls_exact = la.solve(L_data + lam * np.eye(N), L_data).diagonal()
dict_reduced = bless(X_data,
example_eval_L_polynomial,
lam_final=lam,
rls_oversample_param=5,
random_state=rng,
verbose=False)
rls_estimates = estimate_rls_bless(dict_reduced, X_data,
example_eval_L_polynomial, lam)
np.testing.assert_allclose(rls_estimates, rls_exact, rtol=1 / 2.)
self.assertTrue(len(dict_reduced.idx) <= 5 * rls_exact.sum())